Jhonathan Abreu
98a3fd4306
* Delay security removal when there are pending settlements * Add unit test * Minor fixes * Minor fix * Replace HasUnsettledFunds method with UnsettledCash in ISettlementModel * Minor fix * Minor fix * Address peer review Replace ISettlementModel UnsettledCash property with GetUnsettledCash method that returns a CashAmount instead of a decimal to include the currency * Minor fix * Address peer review
79 lines
2.7 KiB
C#
79 lines
2.7 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using Python.Runtime;
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using QuantConnect.Securities;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Provides an implementation of <see cref="ISettlementModel"/> that wraps a <see cref="PyObject"/> object
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/// </summary>
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public class SettlementModelPythonWrapper : ISettlementModel
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{
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private readonly dynamic _model;
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/// Constructor for initialising the <see cref="SettlementModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
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/// </summary>
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/// <param name="model">Settlement Python Model</param>
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public SettlementModelPythonWrapper(PyObject model)
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{
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_model = model.ValidateImplementationOf<ISettlementModel>();
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}
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/// <summary>
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/// Applies cash settlement rules using the method defined in the Python class
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/// </summary>
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/// <param name="applyFundsParameters">The funds application parameters</param>
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public void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParameters)
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{
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using (Py.GIL())
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{
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_model.ApplyFunds(applyFundsParameters);
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}
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}
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/// <summary>
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/// Scan for pending settlements using the method defined in the Python class
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/// </summary>
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/// <param name="settlementParameters">The settlement parameters</param>
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public void Scan(ScanSettlementModelParameters settlementParameters)
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{
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using (Py.GIL())
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{
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_model.Scan(settlementParameters);
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}
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}
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/// <summary>
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/// Gets the unsettled cash amount for the security
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/// </summary>
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public CashAmount GetUnsettledCash()
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{
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using (Py.GIL())
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{
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var result = _model.GetUnsettledCash();
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if (result == null)
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{
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return default;
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}
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return result;
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}
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}
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}
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}
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